+5,927.3%
APD vs MTB
+8,294.1%
-2,366.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.2% | +1.7% | -3.9% | -2.8% |
| 30D | +2.1% | -4.2% | +6.3% | +3.6% |
| 3M | +7.2% | +8.9% | -1.7% | +3.9% |
| 6M | +11.2% | +10.9% | +0.4% | +6.8% |
| YTD | +24.4% | +21.5% | +2.9% | +15.5% |
| 1Y | +6.7% | +21.9% | -15.3% | -1.2% |
| 3Y | +9.2% | +109.2% | -100.0% | -18.1% |
| 5Y | +27.4% | +102.0% | -74.6% | -7.0% |
| 10Y | +164.8% | +171.9% | -7.1% | +61.3% |
| All | +5,927.3% | +8,294.1% | -2,366.8% | +1,090.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling